Hitting Time Distributions for General Stochastic Processes

Johnson, Dudley Paul

Ann. Math. Statist., Tome 43 (1972) no. 6, p. 1716-1718 / Harvested from Project Euclid

Résumé

We show that under mild conditions the hitting time distributions of a general stochastic process are the unique solutions of an abstract Dirichlet problem.

Publié le : 1972-10-14
Classification:

@article{1177692408,
     author = {Johnson, Dudley Paul},
     title = {Hitting Time Distributions for General Stochastic Processes},
     journal = {Ann. Math. Statist.},
     volume = {43},
     number = {6},
     year = {1972},
     pages = { 1716-1718},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177692408}
}

Johnson, Dudley Paul. Hitting Time Distributions for General Stochastic Processes. Ann. Math. Statist., Tome 43 (1972) no. 6, pp.  1716-1718. http://gdmltest.u-ga.fr/item/1177692408/